There are two results I am looking into: 1.) 84% at 250 bars (Top 6 in profit), but 53.5% at 4000 bars (Top 7 in profit) 2.) 74% at 250 bars (Top 23), 59.82% at 4000 bars. (Top 6) There are 1960 tests for this system. I am confuse!
Looking at % return alone would be the very first step advancing to further hard works. Search and study. Good luck to your myth finding journey!
Yeah, will lock myself in the apartment for a few more days (months?) LOL... Doing the Walk Forward Test now, what should I be looking for between the Optimization Period and the Hypothetical Period?
Permit me to share a dirty little secret. If a set of rules don't test with positive expectancy after commission and slippage with NO optimization, there is nothing there.
Jack can still be with us in spirit Here are my two favorite Hershey quotes on backtesting: Backtesting is not a viable means for finding anything out. The reason why is fairly straightforward to determine. If you are backtesting something and you feel you have grasp the thing you are backtesting, then you have failed to really grasp what (the thing) is going on. and It is not possible for a person who does not know what is going on to back test this stuff. I have stated it. And it just flows from there using boolean algebra.